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Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets

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  • Bing Zhu
  • Roland Füss
  • Nico B. Rottke

Abstract

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Suggested Citation

  • Bing Zhu & Roland Füss & Nico B. Rottke, 2013. "Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 41(1), pages 29-64, March.
  • Handle: RePEc:bla:reesec:v:41:y:2013:i:1:p:29-64
    DOI: j.1540-6229.2012.00337.x
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    File URL: http://hdl.handle.net/10.1111/j.1540-6229.2012.00337.x
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    Cited by:

    1. repec:gam:jsusta:v:9:y:2017:i:8:p:1445-:d:108516 is not listed on IDEAS
    2. repec:eee:regeco:v:68:y:2018:i:c:p:98-114 is not listed on IDEAS
    3. Jarl G. Kallberg & Crocker H. Liu & Paolo Pasquariello, 2014. "On the Price Comovement of U.S. Residential Real Estate Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(1), pages 71-108, March.
    4. Milcheva, Stanimira & Zhu, Bing, 2016. "Bank integration and co-movements across housing markets," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 148-171.
    5. repec:eee:reveco:v:55:y:2018:i:c:p:145-172 is not listed on IDEAS
    6. Hiller, Norbert & Lerbs, Oliver W., 2016. "Aging and urban house prices," Regional Science and Urban Economics, Elsevier, vol. 60(C), pages 276-291.
    7. repec:taf:ijspmg:v:21:y:2017:i:3:p:240-255 is not listed on IDEAS
    8. Gu, Huaying & Liu, Zhixue & Weng, Yingliang, 2017. "Time-varying correlations in global real estate markets: A multivariate GARCH with spatial effects approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 460-472.
    9. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Floros, Christos, 2015. "Dynamic Connectedness of UK Regional Property Prices," MPRA Paper 68421, University Library of Munich, Germany.
    10. Gong, Pu & Weng, Yingliang, 2016. "Value-at-Risk forecasts by a spatiotemporal model in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 441(C), pages 173-191.
    11. Geoffrey M. Ngene & Daniel P. Sohn & M. Kabir Hassan, 2017. "Time-Varying and Spatial Herding Behavior in the US Housing Market: Evidence from Direct Housing Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 54(4), pages 482-514, May.
    12. Zeno Adams & Roland Füss & Felix Schindler, 2015. "The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(1), pages 67-100, March.
    13. repec:asi:aeafrj:2017:p:869-881 is not listed on IDEAS

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